{
  "aliases": null,
  "backlinks": [
    {
      "field": "defines",
      "target": "CBNYG6QV03"
    }
  ],
  "body": "\n## Summary\n\nRobust statistics studies statistical procedures whose results change little when the data depart slightly from the model assumptions.\nSuch departures include outliers or a heavier tail than assumed.\nTwo main measures of robustness are the [[breakdown point|BRGGGZVQDS]] and the [[influence function|EB2QJQNE5Z]].\nThe first says how much bad data an estimator can absorb, and the second how much a single point can move it.\nTypical robust procedures are the median, trimmed means and other [[L-estimators|E3C4F0RKJY]], and Huber's [[M-estimators|4503R8BVF8]].\nThe field was shaped by Tukey, Huber and Hampel from the 1960s on.\n\n## Explanations\n\n### L1 human\n\nThe average of a list of incomes can jump enormously when one billionaire joins the list.\nThe median barely moves.\nRobust statistics prefers methods like the median, which give sensible answers even if a few data points are wrong or extreme.\nIt also studies the price of this safety, since robust methods are often a little less precise when the data really are clean.\n",
  "commit": "ff8a40749dc16545e3d2fc637f6b0196e81d0bfa",
  "front": {
    "kind": "concept",
    "msc": [
      "62F35",
      "62G35"
    ],
    "name": "Robust statistics",
    "same_as": {
      "wikidata": "Q1665389",
      "wikipedia": "Robust statistics"
    },
    "sources": [
      {
        "url": "https://en.wikipedia.org/wiki/Robust_statistics"
      }
    ],
    "tag": "J7410PG2DR"
  },
  "kind": "concept",
  "link": "https://tamnd.github.io/math2/node/J7410PG2DR/",
  "links": null,
  "markdown": "https://tamnd.github.io/math2/node/J7410PG2DR.md",
  "msc": [
    "62F35",
    "62G35"
  ],
  "name": "Robust statistics",
  "prov": null,
  "role": "",
  "source": "https://github.com/tamnd/math2/blob/main/nodes/J74/J7410PG2DR.md",
  "status": null,
  "tag": "J7410PG2DR",
  "uri": "m2://J7410PG2DR",
  "url": "https://tamnd.github.io/math2/wiki/robust-statistics/",
  "writing": {
    "tag": "J7410PG2DR",
    "kind": "concept",
    "level": "W0",
    "next": [
      {
        "what": "a source with a locator",
        "have": 0,
        "want": 1
      }
    ]
  }
}
